+595.1%
NTAP vs APTV
+138.1%
+457.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +7.2% | -1.7% | +8.9% | +7.8% |
| 30D | -18.4% | -11.6% | -6.8% | -15.1% |
| 3M | -11.3% | -21.2% | +9.9% | -4.3% |
| 6M | +53.8% | -28.5% | +82.3% | +69.4% |
| YTD | +72.0% | -49.1% | +121.0% | +111.1% |
| 1Y | +68.0% | -52.2% | +120.2% | +110.8% |
| 3Y | +149.5% | -48.6% | +198.1% | +193.3% |
| 5Y | +125.6% | -77.3% | +202.9% | +240.9% |
| 10Y | +583.1% | -26.9% | +610.0% | +539.0% |
| All | +595.1% | +138.1% | +457.1% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling